getPriceRatio: Get Price Ratio / Spreads between a Pair of Prices
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Description
Get Price Ratio / Spreads between a Pair of Prices
Usage
1
getPriceRatio(y, x, log = TRUE, spread = FALSE)
Arguments
y
y series
x
x series
log
log scaled or not
spread
return spread instead of price ratio
Value
A vector of price ratio OR spreads
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value
Description
Get Price Ratio / Spreads between a Pair of Prices
Usage
1 | getPriceRatio(y, x, log = TRUE, spread = FALSE)
|
Arguments
y |
y series |
x |
x series |
log |
log scaled or not |
spread |
return spread instead of price ratio |
Value
A vector of price ratio OR spreads
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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